Ensemble Rom

[wangcj05]

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Pull Request Description

What issue does this change request address? (Use "#" before the issue to link it, i.e., #42.)

close #1722

The goal of ensemble ROMs (estimators) is to combine the predictions of several base ROMs (estimators) built with a given learning algorithm in order to improve generalizability / robustness over a single ROM.

Two families of ensemble ROMs are usually distinguished:

In averaging methods, the driving principle is to build several estimators independently and then to average their predictions. On average, the combined estimator is usually better than any of the single base estimator because its variance is reduced.

Examples: Bagging methods, Forests of randomized trees, …

By contrast, in boosting methods, base estimators are built sequentially and one tries to reduce the bias of the combined estimator. The motivation is to combine several weak models to produce a powerful ensemble.

Examples: AdaBoost, Gradient Tree Boosting, …

What are the significant changes in functionality due to this change request?

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For Change Control Board: Change Request Review

The following review must be completed by an authorized member of the Change Control Board.

• 1. Review all computer code.
• 2. If any changes occur to the input syntax, there must be an accompanying change to the user manual and xsd schema. If the input syntax change deprecates existing input files, a conversion script needs to be added (see Conversion Scripts).
• 3. Make sure the Python code and commenting standards are respected (camelBack, etc.) - See on the wiki for details.
• 4. Automated Tests should pass, including run_tests, pylint, manual building and xsd tests. If there are changes to Simulation.py or JobHandler.py the qsub tests must pass.
• 5. If significant functionality is added, there must be tests added to check this. Tests should cover all possible options. Multiple short tests are preferred over one large test. If new development on the internal JobHandler parallel system is performed, a cluster test must be added setting, in XML block, the node <internalParallel> to True.
• 6. If the change modifies or adds a requirement or a requirement based test case, the Change Control Board's Chair or designee also needs to approve the change. The requirements and the requirements test shall be in sync.
• 7. The merge request must reference an issue. If the issue is closed, the issue close checklist shall be done.
• 8. If an analytic test is changed/added is the the analytic documentation updated/added?
• 9. If any test used as a basis for documentation examples (currently found in raven/tests/framework/user_guide and raven/docs/workshop) have been changed, the associated documentation must be reviewed and assured the text matches the example.

[moosebuild]

Job Test qsubs falcon on 09fd2e0 : invalidated by @wangcj05

missing conda environment

[moosebuild]

Job Test qsubs falcon on bae6738 : invalidated by @wangcj05

rerun

[PaulTalbot-INL]

This change makes me pretty nervous. What else changed that supports removing this reset?

[wangcj05]

I just do not see the value for the reset here, it seems to me it is at the initialization stage, the ROM is initialized during this stage, why do we need to reset it?

[PaulTalbot-INL]

Hm, I don't disagree. I wonder why it was added in the first place.

[moosebuild]

Job Test qsubs sawtooth on bae6738 : invalidated by @wangcj05

[moosebuild]

Job Test qsubs sawtooth on bae6738 : invalidated by @wangcj05

[wangcj05]

@mandd Do you have time to review this PR?

[mandd]

PR is green to me. Merging